Head of Quantitative Modeling & Front-Office Engineering

LICO RESOURCES PTE. LTD.; Singapore; On-site; SGD 120,000 - 160,000; Full time

Job summary

A leading digital asset trading firm in Singapore seeks a Senior Quantitative Leader to drive model development and analytics for digital derivatives. The successful candidate will lead front-office pricing models and mentor teams, requiring a PhD or MSc in a quantitative field and over 10 years of experience in derivatives. This role offers competitive compensation and a chance to innovate in a rapidly evolving market.

Benefits

Flexible working arrangements

High visibility and impact role

Collaborative and flat organizational culture

Qualifications

• 10+ years of deep experience in derivative pricing, model calibration, and stochastic modeling.
• Strong theoretical foundation in numerical methods and random processes.
• Proven ability to lead and mentor quant teams.

Responsibilities

• Lead the design and implementation of front-office quantitative models.
• Guide development of calibration frameworks for market conditions.
• Oversee model validation and integration with pricing engines.

Skills

Stochastic calculus

Derivative pricing

Model calibration

Programming (C++, C#)

Risk management

Mentoring

Communication skills

Education

Postgraduate degree (PhD or MSc) in a quantitative discipline

Job description

A leading digital asset trading firm in Singapore seeks a Senior Quantitative Leader to drive model development and analytics for digital derivatives. The successful candidate will lead front-office pricing models and mentor teams, requiring a PhD or MSc in a quantitative field and over 10 years of experience in derivatives. This role offers competitive compensation and a chance to innovate in a rapidly evolving market.